Datos


ipsa_sa

| Augmented Dickey-Fuller Test |
0.2727477 |
-2.720626 |
6 |
stationary |
Existe unit-root |

| ARMA(6, 3) |
0.1253277 |
162.0968 |
-302.1937 |
-263.8609 |
0.9973860 |
| ARMA(4, 6) |
0.1266724 |
159.0179 |
-294.0359 |
-252.2183 |
0.9902530 |
| ARMA(5, 1) |
0.1295415 |
153.7232 |
-291.4464 |
-263.5680 |
0.9880742 |
| ARMA(5, 2) |
0.1251125 |
161.5737 |
-305.1474 |
-273.7842 |
0.9871039 |
| ARMA(2, 1) |
0.1288197 |
153.5389 |
-297.0778 |
-279.6538 |
0.9855968 |
| ARMA(5, 5) |
0.1267081 |
159.0955 |
-294.1910 |
-252.3735 |
0.9851692 |
| ARMA(5, 3) |
0.1300808 |
153.7547 |
-287.5095 |
-252.6615 |
0.9846781 |
| ARMA(6, 1) |
0.1295148 |
154.2744 |
-290.5489 |
-259.1857 |
0.9838289 |
| ARMA(2, 2) |
0.1290851 |
153.5531 |
-295.1061 |
-274.1974 |
0.9816079 |
| ARMA(4, 1) |
0.1292969 |
153.6664 |
-293.3328 |
-268.9392 |
0.9811503 |
| ARMA(1, 3) |
0.1290591 |
153.6018 |
-295.2036 |
-274.2948 |
0.9774766 |
| ARMA(4, 3) |
0.1243410 |
161.5467 |
-305.0933 |
-273.7302 |
0.9771072 |
El modelo seleccionado es el Modelo ARMA(6, 3), el cual posee AIC de
-302.193665. Los parámetros estimados son:
| ar1 |
1.0047231 |
0.0772829 |
0.8532513 |
1.1561948 |
| ar2 |
0.5282915 |
0.1140917 |
0.3046760 |
0.7519071 |
| ar3 |
-1.1948315 |
0.1093457 |
-1.4091452 |
-0.9805179 |
| ar4 |
0.2751198 |
0.0965644 |
0.0858572 |
0.4643825 |
| ar5 |
0.1402198 |
0.0935722 |
-0.0431784 |
0.3236180 |
| ar6 |
0.1160064 |
0.0672156 |
-0.0157337 |
0.2477464 |
| ma1 |
-0.6109318 |
0.0520313 |
-0.7129113 |
-0.5089523 |
| ma2 |
-0.6038494 |
0.0632301 |
-0.7277781 |
-0.4799208 |
| ma3 |
0.9587595 |
0.0659419 |
0.8295157 |
1.0880033 |
| intercept |
0.2445498 |
0.0435035 |
0.1592845 |
0.3298150 |
Los residuos presentan los siguientes ACF, PACF:


ipsa_sa